I'm studying about this module for a while but i've not found a similar application to the one I want to do.I want to use a MCU, not Arduino, to receive some data and send through ESP8266 via WIFI to another ESP8266 via WIFI.Both boards will have a MCU and an ESP8266.My question is, how do I do this without having to program a custom firmware to ESP8266? I want to use it as it comes.What's the peripheral(I2C, UART, SPI) that I may use for it?

This AT command firmware lets you use AT commands to work with the ESP8266, via UART interface at 115200 bauds (can be adjusted).Most modules that you buy will come with AT command firmware already flashed on and ready to run.

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Espressif Systems is a fabless semiconductor company providing cutting-edge low power WiFi SoCs and wireless solutions for wireless communications and Internet of Things applications. We are the manufacturer of ESP8266EX.